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The Short and Long Term Performance Persistence in the Central European Banking Industry

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  • Krzysztof Jackowicz
  • Oskar Kowalewski
  • Łukasz Kozłowski

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File URL: http://ce.vizja.pl/en/download-pdf/id/224
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Bibliographic Info

Article provided by University of Finance and Management in Warsaw in its journal Contemporary Economics.

Volume (Year): 5 (2011)
Issue (Month): 4 (December)
Pages:

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Handle: RePEc:wyz:journl:id:224

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Web page: http://www.vizja.pl/
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References

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  1. William N. Goetzmann & Stephen J. Brown, 2005. "Performance Persistence," Yale School of Management Working Papers ysm451, Yale School of Management.
  2. Goddard, John & Liu, Hong & Molyneux, Philip & Wilson, John O.S., 2011. "The persistence of bank profit," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2881-2890, November.
  3. William Droms & David Walker, 2006. "Performance persistence of fixed income mutual funds," Journal of Economics and Finance, Springer, vol. 30(3), pages 347-355, September.
  4. Martina Bers & Jeff Madura, 2000. "Why Does Performance Persistence Vary Among Closed-End Funds?," Journal of Financial Services Research, Springer, vol. 17(2), pages 127-147, August.
  5. Allen N. Berger & Seth D. Bonime & Daniel M. Covitz & Diana Hancock, 1999. "Why are bank profits so persistent: the roles of product market competition, informational opacity, and regional/macroeconomic shocks," Finance and Economics Discussion Series 1999-28, Board of Governors of the Federal Reserve System (U.S.).
  6. Steri, Roberto & Giorgino, Marco & Viviani, Diego, 2009. "The Italian hedge funds industry: An empirical analysis of performance and persistence," Journal of Multinational Financial Management, Elsevier, vol. 19(1), pages 75-91, February.
  7. Capocci, Daniel & Hubner, Georges, 2004. "Analysis of hedge fund performance," Journal of Empirical Finance, Elsevier, vol. 11(1), pages 55-89, January.
  8. Tonks, Ian, 2002. "Performance Persistence of Pension Fund Managers," Royal Economic Society Annual Conference 2002 175, Royal Economic Society.
  9. Dariusz Filip, 2011. "Performance Persistence of Equity Funds in Hungary," Contemporary Economics, University of Finance and Management in Warsaw, vol. 5(1), March.
  10. Prather, Laurie & Bertin, William J. & Henker, Thomas, 2004. "Mutual fund characteristics, managerial attributes, and fund performance," Review of Financial Economics, Elsevier, vol. 13(4), pages 305-326.
  11. Bao, Jack & Edmans, Alex, 2009. "Do Investment Banks Have Skill? Performance Persistence of M&A Advisors," Working Paper Series 2009-14, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  12. Jennifer Carpenter & Anthony Lynch, 1998. "Survivorship Bias and Attrition Effects in Measures of Performance Persistence," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-077, New York University, Leonard N. Stern School of Business-.
  13. Huij, Joop & Verbeek, Marno, 2007. "Cross-sectional learning and short-run persistence in mutual fund performance," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 973-997, March.
  14. Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2008. "UK mutual fund performance: Skill or luck?," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 613-634, September.
  15. Carhart, Mark M, 1997. " On Persistence in Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 52(1), pages 57-82, March.
  16. Fletcher, Jonathan & Forbes, David, 2002. "An exploration of the persistence of UK unit trust performance," Journal of Empirical Finance, Elsevier, vol. 9(5), pages 475-493, December.
  17. Agarwal, Vikas & Naik, Narayan Y., 2000. "Multi-Period Performance Persistence Analysis of Hedge Funds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(03), pages 327-342, September.
  18. Polwitoon, Sirapat & Tawatnuntachai, Oranee, 2006. "Diversification benefits and persistence of US-based global bond funds," Journal of Banking & Finance, Elsevier, vol. 30(10), pages 2767-2786, October.
  19. Daniel Capocci, 2002. "An Analysis of Hedge Fund Performance," Finance 0210001, EconWPA.
  20. Mariarosaria Agostino & Leone Leonida & Francesco Trivieri, 2005. "Profits persistence and ownership: evidence from the Italian banking sector," Applied Economics, Taylor & Francis Journals, vol. 37(14), pages 1615-1621.
  21. Collinet, Lance & Firer, Colin, 2003. "Characterising persistence of performance amongst South African general equity unit trusts," Omega, Elsevier, vol. 31(6), pages 523-538, December.
  22. Deaves, Richard, 2004. "Data-conditioning biases, performance, persistence and flows: The case of Canadian equity funds," Journal of Banking & Finance, Elsevier, vol. 28(3), pages 673-694, March.
  23. Philpot, James & Hearth, Douglas & Rimbey, James, 2000. "Performance persistence and management skill in nonconventional bond mutual funds," Financial Services Review, Elsevier, vol. 9(3), pages 247-258, 00.
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Cited by:
  1. Juan Antonio Azkunaga & Leire San-Jose & Sara Urionabarrenetxea, 2013. "The impact of financial globalization and financialization on the economy in the current crisis through banking corporate governance," Contemporary Economics, University of Finance and Management in Warsaw, vol. 7(3), October.
  2. Dariusz Filip, 2013. "Returns and Persistence of Investment Fund Performance in the Czech Republic," Prague Economic Papers, University of Economics, Prague, vol. 2013(3), pages 324-342.

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